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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"ARCH-Modell"
~type_genre:"Graue Literatur"
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Volatilität
ARCH-Modell
Estimation
1,353
Schätzung
1,353
USA
390
United States
389
Theorie
329
Theory
329
Welt
196
World
196
Impact assessment
186
Wirkungsanalyse
186
Großbritannien
99
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92
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90
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46
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Article in journal
Graue Literatur
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Lettau, Martin
4
Bianchi, Francesco
3
Ludvigson, Sydney C.
3
Artis, Michael J.
2
Besley, Timothy
2
Eichengreen, Barry
2
Marcellino, Massimiliano
2
Mueller, Hannes
2
Méjean, Isabelle
2
Restoy, Fernando
2
Rodríguez, Rosa
2
Zhang, Wenda
2
Adrian, Tobias
1
Aghion, Philippe
1
Andreou, Elena
1
Bacchetta, Philippe
1
Bachmann, Ruediger
1
Baumeister, Christiane
1
Bayoumi, Tamim A.
1
Beetsma, Roel
1
Belke, Ansgar
1
Born, Benjamin
1
Campbell, John Y.
1
Campos, Nauro
1
Carriero, Andrea
1
Cavallo, Eduardo A.
1
Chacko, George
1
Clark, Todd E.
1
Colacito, Riccardo
1
Croce, Mariano M.
1
Crump, Richard K.
1
Di Giovanni, Julian
1
Elstner, Steffen
1
Farmer, Roger E. A.
1
Fernholz, Ricardo T.
1
Fernández-Villaverde, Jesús
1
Forni, Mario
1
Gadea, María Dolores
1
Galí, Jordi
1
Gambetti, Luca
1
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Discussion paper / Centre for Economic Policy Research
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
Journal of econometrics
110
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of banking & finance
90
Journal of empirical finance
90
Applied economics letters
86
Applied financial economics
84
Journal of international financial markets, institutions & money
77
Research in international business and finance
74
Working paper
74
Working paper / National Bureau of Economic Research, Inc.
71
Journal of international money and finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The journal of futures markets
69
Discussion paper / Tinbergen Institute
63
Economics letters
62
Journal of risk and financial management : JRFM
58
CESifo working papers
56
International journal of forecasting
53
The European journal of finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
38
Journal of financial economics
37
Quantitative finance
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of financial econometrics
32
Cogent economics & finance
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ECONIS (ZBW)
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1
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
2
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
4
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
5
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
6
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
7
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
-
2017
Persistent link: https://www.econbiz.de/10011670034
Saved in:
8
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
-
2017
Persistent link: https://www.econbiz.de/10011654994
Saved in:
9
Can countries rely on foreign saving for investment and economic development?
Cavallo, Eduardo A.
;
Eichengreen, Barry
;
Panizza, Ugo
-
2016
Persistent link: https://www.econbiz.de/10011544658
Saved in:
10
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
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